Italy
Over 2020 to 2025 (6 years of data), RECITEUR has tended to move long between 10.10 and 14.11, closing higher in 80.0% of those years for an average +6.29% move and an annualized Sharpe of 2.30.
Best window
10.10 - 14.11
Direction
Long
Win rate
80.0%
Avg return
+6.29%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 14.11 | Long | 80.0% | +6.29% | 2.30 | 5 |
| 11.10 → 14.11 | Long | 80.0% | +6.18% | 2.53 | 5 |
| 11.10 → 11.11 | Long | 80.0% |
| +5.70% |
| 2.38 |
| 5 |
| 08.10 → 12.11 | Long | 80.0% | +5.48% | 1.88 | 5 |
| 10.10 → 14.10 | Long | 80.0% | +2.23% | 8.15 | 5 |
| 11.10 → 17.10 | Long | 80.0% | +2.17% | 7.19 | 5 |
| 11.10 → 14.10 | Long | 80.0% | +2.16% | 11.61 | 5 |
| 10.10 → 16.10 | Long | 80.0% | +2.06% | 7.04 | 5 |